For Democratic USA at this time ( the most isolationist of all nation ) it would be 100% impossible to declare an offensive war on and attack Canada. It's simply inconceivable, and on a scale of what's plausible and not such an action is about as plausible as alien invasions and Germans cloning T-rex dinosaurs to use in combat...
To start with Canada had a bigger Army in 1936, so there's that

( tells you a good deal about just how isolationist USA was ).
Then there's the issue that even with fascists taking over country after country and invading (and overrunning) other democratic countries left and right neither the US Congress nor their population could be convinced to join the war in Europe even as late as 1941 after 2 years of war rampaging in Europe and 4 years of war rampaging in Asia. Declaring war without the populations support might have been possible, but not without support of congress.
And even in Dec 7 1941, when the enemy bombed US soil and killed thousands which finally convinced them to join the war, they were not really prepared for a war either...
USA today ( or in the 1990s ) is totally different then USA in 1936. Then USA were one of the most isolationist nation on earth, today they are one of the most interventionist and aggressive in their foreign policy. Saying USA should be able to invade anywhere they want back then, when they can't even do that today is even worse then claiming Germany today should be able to become Fascist and attack Europe easily now just because they could back then... It doesn't work that way.
These things is what separates Paradox wargames from other Grand Strategy Games like "Making History" where you see USA helping Germany attack Soviet by landing tanks in and invading Siberia through the bering straits...
This is why Paradox games teaches you actual history, while other games about the era just lets you "play with war toys".